Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$665M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$449M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$348M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$322M |
| 5 |
Apple
AAPL
|
+$297M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$958M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$443M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
+$403M |
| 4 |
Amazon
AMZN
|
+$357M |
| 5 |
Vanguard World Funds Extended Duration ETF
EDV
|
+$254M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 3.28% |
| 2 | Technology | 1.97% |
| 3 | Communication Services | 1.01% |
| 4 | Healthcare | 0.89% |
| 5 | Industrials | 0.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
801
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $22.4M | 0.01% |
558,200
-1,606,900
| -74% | -$60.3M |
|
802
CALL
Sony
SONY
$137B
| $22.3M | 0.01% |
1,105,000
+97,000
| +10% | +$1.69M |
|
803
CALL
Dollar Tree
DLTR
$24.9B
| $22.3M | 0.01% |
206,500
+27,900
| +16% | +$2.8M |
|
804
CALL
Synopsys
SNPS
$79B
| $22.3M | 0.01% |
86,000
+17,200
| +25% | +$3.97M |
|
805
CALL
Rocket Companies
RKT
$37.7B
| $22.2M | 0.01% |
1,099,400
+37,300
| +4% | +$787K |
|
806
iShares Select Dividend ETF
DVY
$23.4B
| $22.2M | 0.01% |
230,945
+194,588
| +535% | +$17.7M |
|
807
PUT
Dow Inc
DOW
$21.2B
| $22.2M | 0.01% |
399,700
-35,900
| -8% | -$1.85M |
|
808
Equinor
EQNR
$92.5B
| $22.2M | 0.01% |
1,311,812
+1,169,142
| +819% | +$17.7M |
|
809
CALL
Tandem Diabetes Care
TNDM
$1.38B
| $22.1M | 0.01% |
231,400
-54,500
| -19% | -$5.62M |
|
810
CALL
HCA Healthcare
HCA
$88.7B
| $22.1M | 0.01% |
134,500
+16,600
| +14% | +$2.43M |
|
811
PUT
BioMarin Pharmaceuticals
BMRN
$12.3B
| $22.1M | 0.01% |
252,100
+27,500
| +12% | +$2.18M |
|
|
RDFN
812
CALL
DELISTED
Redfin
RDFN
| $22.1M | 0.01% |
321,300
+49,300
| +18% | +$2.63M |
|
813
PUT
SAP
SAP
$236B
| $22M | 0.01% |
169,100
+88,000
| +109% | +$11.4M |
|
|
FTCH
814
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $22M | 0.01% |
345,500
+65,500
| +23% | +$2.9M |
|
815
PUT
Parker-Hannifin
PH
$137B
| $22M | 0.01% |
80,800
+46,900
| +138% | +$11.6M |
|
816
CALL
Carlyle Group
CG
$17.7B
| $22M | 0.01% |
699,100
+422,800
| +153% | +$11.9M |
|
817
PUT
Charter Communications
CHTR
$18.5B
| $22M | 0.01% |
33,200
-23,100
| -41% | -$14.7M |
|
818
PUT
Occidental Petroleum
OXY
$55.2B
| $21.9M | 0.01% |
1,266,900
-61,600
| -5% | -$845K |
|
819
Lloyds Banking Group
LYG
$91.5B
| $21.9M | 0.01% |
11,170,774
-1,412,225
| -11% | -$2.38M |
|
|
NKLA
820
PUT
DELISTED
Nikola Corporation Common Stock
NKLA
| $21.9M | 0.01% |
47,810
-52,053
| -52% | -$32.4M |
|
821
CALL
Hilton Worldwide
HLT
$72.2B
| $21.9M | 0.01% |
196,700
+52,200
| +36% | +$5.17M |
|
822
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $21.9M | 0.01% |
524,300
+85,000
| +19% | +$3.31M |
|
823
PUT
Workhorse Group
WKHS
$36.5M
| $21.9M | 0.01% |
368
-260
| -41% | -$16.9M |
|
824
PUT
RH
RH
$3.65B
| $21.8M | 0.01% |
48,800
-66,800
| -58% | -$27.5M |
|
825
PUT
Veeva Systems
VEEV
$36.8B
| $21.8M | 0.01% |
79,900
-2,500
| -3% | -$700K |
|
Similar funds
Jane Street's Q4 2020 Portfolio in Review
As of Q4 2020, Jane Street held 8,597 positions worth $199B, up 20% from $166B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Jane Street's Q4 2020 filing shows 1,532 new, 2,865 increased, 2,954 reduced and 1,200 closed positions. Its largest new stake was VanEck High Yield Muni ETF: 2,568,226 shares worth $158M. The largest sale was iShares Core MSCI Emerging Markets ETF, an estimated $958M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 3.3% of assets, up from 2.8% a quarter earlier, followed by Technology and Communication Services.
- Jane Street's largest Q4 2020 buy was VanEck High Yield Muni ETF: 2,568,226 shares worth $158M.
- Jane Street added most to Tesla in Q4 2020, an estimated $665M increase.
- Jane Street's biggest Q4 2020 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $958M.
- Jane Street fully exited iShares 0-5 Year High Yield Corporate Bond ETF in Q4 2020, selling an estimated $195M.
- Jane Street's ten largest holdings make up 37% of its $199B portfolio in Q4 2020.
- Jane Street opened 1,532 new positions and closed 1,200 in Q4 2020.
- Jane Street's portfolio value rose 20% quarter-over-quarter to $199B.
Based on Jane Street's 13F filing for Q4 2020, filed 17 Feb 2021.